-9.9%
PYPL vs CBRE
+73.2%
-83.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | +2.7% | -2.0% | +4.6% | +3.6% |
| 30D | -4.9% | -2.2% | -2.7% | -4.3% |
| 3M | +28.9% | +12.9% | +16.0% | +21.6% |
| 6M | +18.2% | +4.3% | +13.9% | +15.0% |
| YTD | -5.0% | -8.0% | +3.0% | -2.7% |
| 1Y | -18.8% | -8.6% | -10.3% | -16.8% |
| All | -9.9% | +73.2% | -83.1% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling